Shifting into/out of 4-low requires being stopped and being in neutral or park. You can only go up to about 25mph in 4-low. 4-high can be done on the fly up to ~25mph (not sure if i remember that number correctly) and you can drive up to like 60... and shift from 4-high to 2wd on the fly at any speed. Read your owner's manual to check my numbers.
2002 Xterra XE 3.3 4x4 auto | JL 500/1v2 + 10W7 | Viper 5901 remote starter | Rear sway bar delete | Bilsteins all around | IAB | 2" DIY BL | KC HiLiTES on homemade roof bar | AC Shackles/PML | 33x12.5/15 Goodyear Wrangler MT/R with Kevlar on Cragar Soft 8s | Skid Row skids | Yakima Loadwarrior | Beginning of a build thread